aszerW
c905230a40
Archive legacy framework and utility modules that are no longer referenced by the active core (datasource/ and rotation/): - framework/ -> archive/framework/ - framework_v2/ -> archive/framework_v2/ - strategies/ -> archive/strategies/ - config/ -> archive/config/ - visualization/ -> archive/visualization/ - scripts/ -> archive/scripts/ - tests/ -> archive/tests/ - run_rotation.py, run_us_rotation.py -> archive/single_files/ - compare_*.py, test_api_dates.py -> archive/single_files/
126 lines
3.0 KiB
Python
126 lines
3.0 KiB
Python
"""
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数据层抽象接口（通用）
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只提供数据获取抽象接口，具体实现在strategies/shared/data/
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"""
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from abc import ABC, abstractmethod
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from typing import Dict, List, Optional, Any
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import pandas as pd
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from dataclasses import dataclass
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from datetime import datetime
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@dataclass
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class OHLCVData:
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"""
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OHLCV数据结构（通用）
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标准化的K线数据格式
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"""
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code: str
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name: str = ""
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start_date: datetime = None
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end_date: datetime = None
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# OHLCV数据DataFrame
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data: pd.DataFrame = None
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@property
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def length(self) -> int:
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"""数据长度"""
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return len(self.data) if self.data is not None else 0
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def validate(self) -> bool:
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"""验证数据完整性"""
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if self.data is None or self.data.empty:
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return False
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required_cols = ['close']
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return all(col in self.data.columns for col in required_cols)
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def __repr__(self) -> str:
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return f"OHLCVData(code={self.code}, name={self.name}, length={self.length})"
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class DataSource(ABC):
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"""
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数据源抽象接口
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所有数据源必须实现fetch方法
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"""
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name: str = "base"
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def __init__(self, **params):
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"""初始化数据源参数"""
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self._params = params
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@abstractmethod
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def fetch(self, code: str, start: str, end: str) -> OHLCVData:
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"""
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获取单个标的的OHLCV数据
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Args:
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code: 标的代码
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start: 开始日期 (YYYY-MM-DD)
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end: 结束日期 (YYYY-MM-DD)
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Returns:
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OHLCVData对象
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"""
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pass
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@abstractmethod
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def fetch_batch(self, codes: List[str], start: str, end: str) -> Dict[str, OHLCVData]:
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"""
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批量获取多个标的的OHLCV数据
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Args:
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codes: 标的代码列表
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start: 开始日期
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end: 结束日期
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Returns:
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{code: OHLCVData}字典
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"""
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pass
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def get_supported_codes(self) -> List[str]:
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"""获取支持的数据源代码列表"""
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return []
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def __repr__(self) -> str:
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return f"{self.__class__.__name__}(name={self.name})"
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class DataCache(ABC):
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"""
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数据缓存抽象接口（通用）
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支持本地缓存管理
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"""
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@abstractmethod
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def get(self, code: str, start: str, end: str) -> Optional[OHLCVData]:
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"""从缓存获取数据"""
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pass
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@abstractmethod
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def set(self, code: str, data: OHLCVData) -> None:
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"""写入缓存"""
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pass
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@abstractmethod
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def is_fresh(self, code: str, max_age_days: int = 1) -> bool:
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"""检查缓存是否新鲜"""
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pass
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@abstractmethod
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def clear(self, code: Optional[str] = None) -> None:
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"""清空缓存"""
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pass
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# 导出抽象接口
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__all__ = ['OHLCVData', 'DataSource', 'DataCache'] |